Yes, it is. 
More generally, the following result holds.

> **Proposition.** If $R$ is henselian at the maximal ideal $\mathfrak{m}$, then $R[[x_1, \ldots, x_n]]$ is henselian at the maximal ideal lying over $\mathfrak{m}$.

See N. Sankharan, [*A Theorem on Henselian Rings*][1], Canad. Math. Bull. **11** 275-277 (1968), in particular Corollary 2.

**Remark.** The Proposition above is no longer valid if one takes the polynomial ring instead of the power series ring. For instance, if $K$ is a field than $K$ is henselian but $K[x]$ is not.  


  [1]: http://cms.math.ca/10.4153/CMB-1968-032-4